Thornhill is alive. We did not see or hear anything confirming her death. The last we saw of her, she was kicked on the face by Wednesday. I feel like She was taken to a prison/hospital later and may have broken out of the place. This would explain why Tyler was suddenly transforming into a Hyde. It could be that Thornhill is working with someone else now who helped her escape from prison/hospital, so She may be there in next season but She may not be the real villain.

I also have a feeling that Xavier will be manipulated a lot in next season to the point he appears to be a villain character. Not sure about this one but him giving Wednesday that phone kind of gave me a feeling that He is important for next season but not in a good way.